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Trevor,
To protect yourself against opening gaps, try using stop-limit orders. Datek should have
this option.
Place the limit part of your order at the same level of the stop, or some ticks from it.
If the stock gaps on the opening, then you won't be filled and you're left the option to
replace your order with a new one (market or else).
Of course you have to monitor the market as it opens.
Alberto Torchio
Torino, Italy
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